+536.9%
MSTR vs PSA
+134.8%
+402.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -14.2% | -2.1% | -12.1% | -13.4% |
| 30D | -19.9% | +16.2% | -36.1% | -25.1% |
| 3M | +27.3% | +4.3% | +23.0% | +24.6% |
| 6M | -37.6% | +9.9% | -47.4% | -40.7% |
| YTD | -19.5% | +33.3% | -52.7% | -29.9% |
| 1Y | -47.1% | +25.8% | -72.9% | -52.7% |
| 3Y | +140.3% | +54.8% | +85.5% | +90.7% |
| 5Y | +49.5% | +27.5% | +22.0% | +32.1% |
| All | +536.9% | +134.8% | +402.1% | +407.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling